Credit Risk Manager (RWA/ Stress Testing)

Responsibilities:

• Engage in Credit Risk Stress Testing and RWA calculations
• Perform Stress testing, portfolio management on risk portfolios-Retail/FI/Corporate.
• Policy reviews and reporting for complying regulatory and internal banking requirements.
• Perform gap analysis on risk portfolios and assist in risk management reporting to risk committee

Requirements:

• At least 3 years' experience in credit risk analytics/ RWA/ Stress Testing experience in bank.
• University degree in Risk, Finance, statistics, or related modules.
• Knowledge of BASEL and HKMA requirements with exposure on ECL/ IRB/ Climate Risk is preferred.
• Good command of written and spoken English and Chinese.

Interested parties please click Apply Now to submit your CV to us. For any enquiries and immediate response, please feel free to send you CV or contact Carrie Chan at c.chan@gravitasgroup.com or by phone +852 3896 2531